Gafisa Sa Adr Stock Market Value
| GFASY Stock | USD 0.14 0.01 6.67% |
| Symbol | Gafisa |
Gafisa SA 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Gafisa SA's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Gafisa SA.
| 11/26/2025 |
| 12/26/2025 |
If you would invest 0.00 in Gafisa SA on November 26, 2025 and sell it all today you would earn a total of 0.00 from holding Gafisa SA ADR or generate 0.0% return on investment in Gafisa SA over 30 days. Gafisa SA is related to or competes with BeijingWest Industries, CDTi Advanced, and Dixie. Gafisa S.A. operates as a homebuilder under the Gafisa brand name in Brazil More
Gafisa SA Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Gafisa SA's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Gafisa SA ADR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 22.72 | |||
| Information Ratio | 0.0057 | |||
| Maximum Drawdown | 100.81 | |||
| Value At Risk | (27.78) | |||
| Potential Upside | 38.46 |
Gafisa SA Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Gafisa SA's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Gafisa SA's standard deviation. In reality, there are many statistical measures that can use Gafisa SA historical prices to predict the future Gafisa SA's volatility.| Risk Adjusted Performance | 0.0171 | |||
| Jensen Alpha | 0.3331 | |||
| Total Risk Alpha | (1.44) | |||
| Sortino Ratio | 0.004 | |||
| Treynor Ratio | (0.07) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Gafisa SA's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Gafisa SA ADR Backtested Returns
Gafisa SA appears to be out of control, given 3 months investment horizon. Gafisa SA ADR holds Efficiency (Sharpe) Ratio of 0.0291, which attests that the entity had a 0.0291 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Gafisa SA ADR, which you can use to evaluate the volatility of the firm. Please utilize Gafisa SA's Risk Adjusted Performance of 0.0171, market risk adjusted performance of (0.06), and Downside Deviation of 22.72 to validate if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Gafisa SA holds a performance score of 2. The company retains a Market Volatility (i.e., Beta) of -2.44, which attests to a somewhat significant risk relative to the market. As returns on the market increase, returns on owning Gafisa SA are expected to decrease by larger amounts. On the other hand, during market turmoil, Gafisa SA is expected to outperform it. Please check Gafisa SA's total risk alpha, as well as the relationship between the downside variance and rate of daily change , to make a quick decision on whether Gafisa SA's current trending patterns will revert.
Auto-correlation | 0.43 |
Average predictability
Gafisa SA ADR has average predictability. Overlapping area represents the amount of predictability between Gafisa SA time series from 26th of November 2025 to 11th of December 2025 and 11th of December 2025 to 26th of December 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Gafisa SA ADR price movement. The serial correlation of 0.43 indicates that just about 43.0% of current Gafisa SA price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.43 | |
| Spearman Rank Test | -0.59 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Gafisa SA ADR lagged returns against current returns
Autocorrelation, which is Gafisa SA pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Gafisa SA's pink sheet expected returns. We can calculate the autocorrelation of Gafisa SA returns to help us make a trade decision. For example, suppose you find that Gafisa SA has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Gafisa SA regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Gafisa SA pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Gafisa SA pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Gafisa SA pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Gafisa SA Lagged Returns
When evaluating Gafisa SA's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Gafisa SA pink sheet have on its future price. Gafisa SA autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Gafisa SA autocorrelation shows the relationship between Gafisa SA pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Gafisa SA ADR.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Gafisa Pink Sheet Analysis
When running Gafisa SA's price analysis, check to measure Gafisa SA's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Gafisa SA is operating at the current time. Most of Gafisa SA's value examination focuses on studying past and present price action to predict the probability of Gafisa SA's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Gafisa SA's price. Additionally, you may evaluate how the addition of Gafisa SA to your portfolios can decrease your overall portfolio volatility.